ICE US Sugar AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.04%
decreased by 0.56%
1 Week
25.38%
decreased by 0.22%
1 Month
26.56%
increased by 0.96%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 19.19 | |
| 0.0576 | 30.42 | |
| 0.9221 | 382.92 | |
| -0.1293 | -2.76 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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